+12.9%
XLB vs MSTZ
-99.1%
+112.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -1.0% |
| 7D | -3.5% | +24.8% | -28.3% | -2.8% |
| 30D | -4.7% | -59.2% | +54.6% | -6.8% |
| 3M | +2.7% | -56.9% | +59.6% | +1.4% |
| 6M | +2.6% | -57.6% | +60.2% | +2.1% |
| YTD | +12.8% | -73.6% | +86.4% | +12.3% |
| 1Y | +14.0% | -15.6% | +29.5% | +19.8% |
| All | +12.9% | -99.1% | +112.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling